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Chapter 9 is entirely devoted to the study of non-stationary panels. He begins by presenting the various unit root tests adapted to panel series. It also considers the problem of cross-sectional dependence between units and its consequences. Finally, it presents the various tests for evaluating cointegration relationships in panels.

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Non-stationary Panels

  • 章节

  • 发表日期：

    2025年

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  • Francis J. Bismans,
  • Olivier Damette

摘要

Chapter 9 is entirely devoted to the study of non-stationary panels. He begins by presenting the various unit root tests adapted to panel series. It also considers the problem of cross-sectional dependence between units and its consequences. Finally, it presents the various tests for evaluating cointegration relationships in panels.